Make sure you have sufficient battery in both devices - low battery levels can actually turn off certain battery intensive functionality like Bluetooth in mobile devices such as smart phones, tablets and laptops. So in case your phone has power saving functionality enabled it's worth going into the device's settings and ensuring that Bluetooth is activated.
If you are connecting your Bluetooth device to a computer you can use the links below to double check Bluetooth functionality for your platform:
Windows 7 | Windows 8 | Windows 10
Apple Mac OS X Mavericks | OSX Yosemite
Apple iOS (iPad, iPod, iPhone)
Google Android
Windows Phone 7 | Windows Phone 8
| Windows Phone 10
